+712.5%
CAT vs ENPH
+2,696.2%
-1,983.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.1% | +5.1% | +7.0% |
| 7D | -2.4% | +4.1% | -6.5% | -2.8% |
| 30D | -25.0% | -11.4% | -13.6% | -24.4% |
| 3M | -28.7% | -30.5% | +1.8% | -26.6% |
| 6M | -33.0% | -20.2% | -12.8% | -32.3% |
| YTD | +5.4% | -9.3% | +14.7% | +4.4% |
| 1Y | +7.3% | -3.8% | +11.0% | +5.6% |
| 3Y | +166.0% | -61.5% | +227.6% | +172.8% |
| 5Y | +210.1% | -87.9% | +298.0% | +240.2% |
| 10Y | +712.5% | +2,519.8% | -1,807.3% | +524.6% |
| All | +712.5% | +2,696.2% | -1,983.6% | +524.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ENPH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling